CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
0.9972 |
-0.0133 |
-1.3% |
1.0044 |
| High |
1.0125 |
1.0000 |
-0.0125 |
-1.2% |
1.0140 |
| Low |
0.9949 |
0.9931 |
-0.0018 |
-0.2% |
0.9931 |
| Close |
0.9967 |
0.9996 |
0.0029 |
0.3% |
0.9996 |
| Range |
0.0176 |
0.0069 |
-0.0107 |
-60.8% |
0.0209 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
177,384 |
141,051 |
-36,333 |
-20.5% |
773,963 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0158 |
1.0034 |
|
| R3 |
1.0114 |
1.0089 |
1.0015 |
|
| R2 |
1.0045 |
1.0045 |
1.0009 |
|
| R1 |
1.0020 |
1.0020 |
1.0002 |
1.0033 |
| PP |
0.9976 |
0.9976 |
0.9976 |
0.9982 |
| S1 |
0.9951 |
0.9951 |
0.9990 |
0.9964 |
| S2 |
0.9907 |
0.9907 |
0.9983 |
|
| S3 |
0.9838 |
0.9882 |
0.9977 |
|
| S4 |
0.9769 |
0.9813 |
0.9958 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0532 |
1.0111 |
|
| R3 |
1.0440 |
1.0323 |
1.0053 |
|
| R2 |
1.0231 |
1.0231 |
1.0034 |
|
| R1 |
1.0114 |
1.0114 |
1.0015 |
1.0068 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0000 |
| S1 |
0.9905 |
0.9905 |
0.9977 |
0.9859 |
| S2 |
0.9813 |
0.9813 |
0.9958 |
|
| S3 |
0.9604 |
0.9696 |
0.9939 |
|
| S4 |
0.9395 |
0.9487 |
0.9881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0140 |
0.9931 |
0.0209 |
2.1% |
0.0103 |
1.0% |
31% |
False |
True |
154,792 |
| 10 |
1.0140 |
0.9766 |
0.0374 |
3.7% |
0.0108 |
1.1% |
61% |
False |
False |
104,263 |
| 20 |
1.0140 |
0.9499 |
0.0641 |
6.4% |
0.0111 |
1.1% |
78% |
False |
False |
53,729 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0096 |
1.0% |
60% |
False |
False |
26,941 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0086 |
0.9% |
60% |
False |
False |
17,979 |
| 80 |
1.0502 |
0.9499 |
0.1003 |
10.0% |
0.0073 |
0.7% |
50% |
False |
False |
13,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0181 |
|
1.618 |
1.0112 |
|
1.000 |
1.0069 |
|
0.618 |
1.0043 |
|
HIGH |
1.0000 |
|
0.618 |
0.9974 |
|
0.500 |
0.9966 |
|
0.382 |
0.9957 |
|
LOW |
0.9931 |
|
0.618 |
0.9888 |
|
1.000 |
0.9862 |
|
1.618 |
0.9819 |
|
2.618 |
0.9750 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9986 |
1.0036 |
| PP |
0.9976 |
1.0022 |
| S1 |
0.9966 |
1.0009 |
|